It is preferable to drink wine at a specific temperature. Wine that is preferably chilled or cooled below room temperature, will become undesirably warmed in a short period of time if left to stand at room temperature. For example, a white dinner wine served to the dinner table at the start of a meal, will warm during the period of the meal. Thus the glasses of wine served during and after the meal will not be served at the same temperature or taste with which it started.
Wine may be served in an ice bucket. However, the ice bucket doesn't necessarily maintain the desired temperature. It is also cumbersome in a lot of situations. Athough perhaps common in fine restaurants, that is not the case in the home or in restaurants in general. More often, the wine is simply served to the table and allowed to warm. This is not preferable, but simply a matter of weighing conveniences.